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Report NEP-FOR-2017-01-08
This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Kirstin Hubrich & Frauke Skudelny, 2016, "Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-104, Aug, DOI: 10.17016/FEDS.2016.104.
- Rickard Nyman & Paul Ormerod, 2017, "Predicting Economic Recessions Using Machine Learning Algorithms," Papers, arXiv.org, number 1701.01428, Jan.
- Giulia Dal Pra & Massimo Guidolin & Manuela Pedio & Fabiola Vasile, 2016, "Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1637.
- Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015, "Bayesian Poisson log-bilinear models for mortality projections with multiple populations," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1505.
- Mike G. Tsionas, 2016, "Alternative Bayesian compression in Vector Autoregressions and related models," Working Papers, Bank of Greece, number 216, Nov.
- Fausto Vieira & Fernando Chague, Marcelo Fernandes, 2016, "A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2016_31, Dec.
- Grzegorz Koloch, 2016, "Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2016-023, Dec.